Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-01 0.331926 0.363016 0.396948 0.436953 0.483116 0.535064 0.598442
2025-06-08 0.300241 0.341662 0.389645 0.450065 0.525169 0.616930 0.739912
2025-06-15 0.274197 0.321167 0.378032 0.453340 0.552675 0.682656 0.871870
2025-06-22 0.251966 0.301757 0.364146 0.450177 0.569365 0.734779 0.994150
2025-06-29 0.234395 0.285901 0.352317 0.447111 0.584205 0.784867 1.122359
2025-07-06 0.216175 0.267336 0.334755 0.433581 0.581438 0.807416 1.210638
2025-07-13 0.207682 0.260777 0.332463 0.440764 0.609295 0.880460 1.401005
2025-07-20 0.199914 0.254442 0.329679 0.446513 0.635093 0.953827 1.612006
2025-07-27 0.190672 0.245316 0.322040 0.443889 0.646640 1.004030 1.791445
2025-08-03 0.183722 0.238905 0.317739 0.445798 0.665615 1.070528 2.027890
2025-08-10 0.173179 0.226686 0.303955 0.431266 0.654183 1.076756 2.124546
2025-08-17 0.162915 0.214352 0.289262 0.414078 0.636114 1.066903 2.178042
2025-08-24 0.157475 0.209027 0.285201 0.414613 0.651309 1.129970 2.457704
2025-08-31 0.155360 0.208482 0.288409 0.427569 0.691344 1.254771 2.983462
2025-09-07 0.151270 0.204708 0.286244 0.430965 0.713221 1.343849 3.455437
2025-09-14 0.146201 0.199166 0.280884 0.428181 0.722202 1.404147 3.868184
2025-09-21 0.141509 0.193976 0.275777 0.425396 0.730782 1.465541 4.335711
2025-09-28 0.135240 0.186056 0.265769 0.412834 0.717012 1.465285 4.534745
2025-10-05 0.133029 0.184419 0.266080 0.419532 0.746125 1.589695 5.462038
2025-10-12 0.130697 0.182466 0.265723 0.424886 0.772966 1.715887 6.582386
2025-10-19 0.127145 0.178398 0.261535 0.422447 0.781400 1.788973 7.494948
2025-10-26 0.124511 0.175707 0.259568 0.424224 0.800146 1.901171 8.915371
2025-11-02 0.119520 0.168989 0.250291 0.410699 0.779844 1.877133 9.173678